TickSizeTableEntryMsg Struct Reference

#include <OnixS/SgxTitan/MarketData/Itch/Messages/TickSizeTableEntryMsg.h>

Collaboration diagram for TickSizeTableEntryMsg:

Public Member Functions
UInt32	nanoseconds () const
OrderBookId	orderBookId () const
UInt64	tickSize () const
Price	priceFrom () const
Price	priceTo () const
	TickSizeTableEntryMsg (const void *data, MessageSize size) throw ()
Public Member Functions inherited from IncomingMessage
	IncomingMessage (const void *data, MessageSize size) throw ()
MessageType::Enum	type () const throw ()
Public Member Functions inherited from BinaryMessage< BigEndianConverter >
	BinaryMessage (const void *data, MessageSize size) throw ()
ONIXS_SGXTITAN_ITCH_CONSTEXPR	BinaryMessage (const BinaryMessage &other) throw ()
const void *	binary () const throw ()
MessageSize	binarySize () const throw ()
BinaryMessage &	operator= (const BinaryMessage &other) throw ()

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static const MessageSize	messageSize_ = 25

Additional Inherited Members
Public Types inherited from BinaryMessage< BigEndianConverter >
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, BigEndianConverter >
FieldValue	ordinary (BlockSize offset) const throw ()
const FieldValue &	ordinaryRef (BlockSize offset) const throw ()
Enumeration::Enum	enumeration (BlockSize offset) const throw ()
StrRef	fixedStr (BlockSize offset) const throw ()

Detailed Description

This message contains information on a tick size for a price range.

Definition at line 30 of file TickSizeTableEntryMsg.h.

Constructor & Destructor Documentation

TickSizeTableEntryMsg ( const void *  data, MessageSize  size  ) throw ( )

inline

Initializes instance over given memory block.

Definition at line 74 of file TickSizeTableEntryMsg.h.

Member Function Documentation

UInt32 nanoseconds ( ) const

inline

Nanoseconds portion of the timestamp.

Definition at line 33 of file TickSizeTableEntryMsg.h.

OrderBookId orderBookId ( ) const

inline

The Order Book this entry belongs to.

Definition at line 39 of file TickSizeTableEntryMsg.h.

Price priceFrom ( ) const

inline

Start of price range for this entry.

Definition at line 51 of file TickSizeTableEntryMsg.h.

Price priceTo ( ) const

inline

End of price range for this entry, zero (0) means infinity

Definition at line 58 of file TickSizeTableEntryMsg.h.

UInt64 tickSize ( ) const

inline

Tick Size for the given price range.

Definition at line 45 of file TickSizeTableEntryMsg.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 67 of file TickSizeTableEntryMsg.h.

Member Data Documentation

const MessageSize messageSize_ = 25

static

Total message size.

Definition at line 64 of file TickSizeTableEntryMsg.h.

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The documentation for this struct was generated from the following file:

• include/OnixS/SgxTitan/MarketData/Itch/Messages/TickSizeTableEntryMsg.h